Dev

src/methods/timeseries/alltypes/calendar.js

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+/**
+ * Calendar utility functions for time series data
+ * @module methods/timeseries/alltypes/calendar
+ */
+
+/**
+ * Checks if a date is a business day (Monday to Friday)
+ *
+ * @param {Date} date - Date to check
+ * @returns {boolean} - True if date is a business day, false otherwise
+ */
+function isBusinessDay(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return false;
+  }
+
+  const day = date.getDay();
+  // 0 is Sunday, 6 is Saturday
+  return day !== 0 && day !== 6;
+}
+
+/**
+ * Gets the next business day after a given date
+ *
+ * @param {Date} date - Starting date
+ * @returns {Date} - Next business day
+ */
+function nextBusinessDay(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  result.setDate(result.getDate() + 1);
+
+  // Keep adding days until we find a business day
+  while (!isBusinessDay(result)) {
+    result.setDate(result.getDate() + 1);
+  }
+
+  return result;
+}
+
+/**
+ * Gets the previous business day before a given date
+ *
+ * @param {Date} date - Starting date
+ * @returns {Date} - Previous business day
+ */
+function previousBusinessDay(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  result.setDate(result.getDate() - 1);
+
+  // Keep subtracting days until we find a business day
+  while (!isBusinessDay(result)) {
+    result.setDate(result.getDate() - 1);
+  }
+
+  return result;
+}
+
+/**
+ * Gets the end of month date for a given date
+ *
+ * @param {Date} date - Input date
+ * @returns {Date} - Last day of the month
+ */
+function endOfMonth(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  // Set to first day of next month, then subtract one day
+  result.setMonth(result.getMonth() + 1, 0);
+  return result;
+}
+
+/**
+ * Gets the start of month date for a given date
+ *
+ * @param {Date} date - Input date
+ * @returns {Date} - First day of the month
+ */
+function startOfMonth(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  result.setDate(1);
+  return result;
+}
+
+/**
+ * Gets the end of quarter date for a given date
+ *
+ * @param {Date} date - Input date
+ * @returns {Date} - Last day of the quarter
+ */
+function endOfQuarter(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  const month = result.getMonth();
+  // Determine the last month of the quarter
+  const lastMonthOfQuarter = Math.floor(month / 3) * 3 + 2;
+  result.setMonth(lastMonthOfQuarter + 1, 0); // Last day of the last month of the quarter
+  return result;
+}
+
+/**
+ * Gets the start of quarter date for a given date
+ *
+ * @param {Date} date - Input date
+ * @returns {Date} - First day of the quarter
+ */
+function startOfQuarter(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  const month = result.getMonth();
+  // Determine the first month of the quarter
+  const firstMonthOfQuarter = Math.floor(month / 3) * 3;
+  result.setMonth(firstMonthOfQuarter, 1); // First day of the first month of the quarter
+  return result;
+}
+
+/**
+ * Gets the end of year date for a given date
+ *
+ * @param {Date} date - Input date
+ * @returns {Date} - Last day of the year
+ */
+function endOfYear(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  result.setMonth(11, 31); // December 31
+  return result;
+}
+
+/**
+ * Gets the start of year date for a given date
+ *
+ * @param {Date} date - Input date
+ * @returns {Date} - First day of the year
+ */
+function startOfYear(date) {
+  if (!(date instanceof Date) || isNaN(date)) {
+    return null;
+  }
+
+  const result = new Date(date);
+  result.setMonth(0, 1); // January 1
+  return result;
+}
+
+/**
+ * Adds a specified number of business days to a date
+ *
+ * @param {Date} date - Starting date
+ * @param {number} days - Number of business days to add
+ * @returns {Date} - Resulting date
+ */
+function addBusinessDays(date, days) {
+  if (!(date instanceof Date) || isNaN(date) || typeof days !== 'number') {
+    return null;
+  }
+
+  const result = new Date(date);
+  let remainingDays = days;
+
+  while (remainingDays > 0) {
+    result.setDate(result.getDate() + 1);
+    if (isBusinessDay(result)) {
+      remainingDays--;
+    }
+  }
+
+  return result;
+}
+
+/**
+ * Generates a range of dates between start and end dates with a specified frequency
+ *
+ * @param {Date} startDate - Start date of the range
+ * @param {Date} endDate - End date of the range
+ * @param {string} freq - Frequency ('D' for daily, 'B' for business days, 'W' for weekly, 'M' for monthly, 'Q' for quarterly, 'Y' for yearly)
+ * @returns {Array<Date>} - Array of dates in the range
+ */
+function dateRange(startDate, endDate, freq = 'D') {
+  if (
+    !(startDate instanceof Date) ||
+    !(endDate instanceof Date) ||
+    isNaN(startDate) ||
+    isNaN(endDate) ||
+    startDate > endDate
+  ) {
+    return [];
+  }
+
+  const result = [];
+  let currentDate = new Date(startDate);
+
+  // Add start date to result
+  result.push(new Date(currentDate));
+
+  while (currentDate < endDate) {
+    switch (freq) {
+      case 'D': // Daily
+        currentDate.setDate(currentDate.getDate() + 1);
+        break;
+      case 'B': // Business days
+        currentDate = nextBusinessDay(currentDate);
+        break;
+      case 'W': // Weekly
+        currentDate.setDate(currentDate.getDate() + 7);
+        break;
+      case 'M': // Monthly
+        currentDate.setMonth(currentDate.getMonth() + 1);
+        break;
+      case 'Q': // Quarterly
+        currentDate.setMonth(currentDate.getMonth() + 3);
+        break;
+      case 'Y': // Yearly
+        currentDate.setFullYear(currentDate.getFullYear() + 1);
+        break;
+      default:
+        currentDate.setDate(currentDate.getDate() + 1);
+    }
+
+    // Add current date to result if it's not past the end date
+    if (currentDate <= endDate) {
+      result.push(new Date(currentDate));
+    }
+  }
+
+  return result;
+}
+
+export {
+  isBusinessDay,
+  nextBusinessDay,
+  previousBusinessDay,
+  endOfMonth,
+  startOfMonth,
+  endOfQuarter,
+  startOfQuarter,
+  endOfYear,
+  startOfYear,
+  addBusinessDays,
+  dateRange,
+};

src/methods/timeseries/alltypes/index.js

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+/**
+ * Exports all timeseries utility functions for both DataFrame and Series
+ * @module methods/timeseries/alltypes
+ */
+
+// Import utilities
+import { inferFrequency, inferFrequencyFromData } from './inferFrequency.js';
+import {
+  validateRollingOptions,
+  applyRollingWindow,
+  validateExpandingOptions,
+  applyExpandingWindow,
+} from './rollingCore.js';
+import {
+  isBusinessDay,
+  nextBusinessDay,
+  previousBusinessDay,
+  endOfMonth,
+  startOfMonth,
+  endOfQuarter,
+  startOfQuarter,
+  endOfYear,
+  startOfYear,
+  addBusinessDays,
+  dateRange,
+} from './calendar.js';
+
+// Export all utilities
+export {
+  // Frequency inference
+  inferFrequency,
+  inferFrequencyFromData,
+
+  // Rolling and expanding window core functions
+  validateRollingOptions,
+  applyRollingWindow,
+  validateExpandingOptions,
+  applyExpandingWindow,
+
+  // Calendar functions
+  isBusinessDay,
+  nextBusinessDay,
+  previousBusinessDay,
+  endOfMonth,
+  startOfMonth,
+  endOfQuarter,
+  startOfQuarter,
+  endOfYear,
+  startOfYear,
+  addBusinessDays,
+  dateRange,
+};